Package com.imsl.math
Class EpsilonAlgorithm
java.lang.Object
com.imsl.math.EpsilonAlgorithm
The class is used to determine the limit of a sequence of
approximations, by means of the Epsilon algorithm of
P. Wynn. An estimate of the absolute error is also given.
The condensed Epsilon table is computed. Only those
elements needed for the computation of the next diagonal
are preserved.
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Constructor Summary
ConstructorsConstructorDescriptionInitializes an EpsilonAlgorithm with a maximum table size of 50.EpsilonAlgorithm(int maxTableSize) Initializes an EpsilonAlgorithm. -
Method Summary
Modifier and TypeMethodDescriptiondoubleextrapolate(double x) Extrapolates the convergence limit of a sequence.doubleReturns the current error estimate.
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Constructor Details
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EpsilonAlgorithm
public EpsilonAlgorithm()Initializes an EpsilonAlgorithm with a maximum table size of 50. -
EpsilonAlgorithm
public EpsilonAlgorithm(int maxTableSize) Initializes an EpsilonAlgorithm.- Parameters:
maxTableSize- The maximum table size.
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Method Details
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getErrorEstimate
public double getErrorEstimate()Returns the current error estimate. -
extrapolate
public double extrapolate(double x) Extrapolates the convergence limit of a sequence.- Parameters:
x- is the next point in the original series.- Returns:
- an estimate of the limit of the series.
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